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subject:"Portfolio-Management"
subject:"USA"
~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Lettau, Martin"
~person:"Sentana, Enrique"
~subject:"Capital income"
~subject:"EU countries"
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Lettau, Martin
Sentana, Enrique
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
2
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
3
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509651
Saved in:
4
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
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5
Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003574319
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6
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin
;
Nieuwerburgh, Stijn van
-
2005
Persistent link: https://www.econbiz.de/10003226085
Saved in:
7
Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
Saved in:
8
Time-varying risk premia and the cost of capital : an alternative implication of the q-theory of investment
Lettau, Martin
-
2001
Persistent link: https://www.econbiz.de/10013423698
Saved in:
9
Measuring and modelling variation in the risk-return trade-off
Lettau, Martin
-
2001
Persistent link: https://www.econbiz.de/10013423700
Saved in:
10
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10013422735
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